+71.7%
NUE vs CF
+68.9%
+2.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.1% | -3.6% | -3.5% |
| 7D | +2.8% | +4.8% | -2.0% | +2.3% |
| 30D | -2.1% | +4.7% | -6.8% | -2.6% |
| 3M | -7.3% | +7.4% | -14.8% | -8.0% |
| 6M | +8.9% | +0.6% | +8.3% | +8.6% |
| YTD | +55.6% | +64.1% | -8.5% | +38.4% |
| 1Y | +74.7% | +51.4% | +23.3% | +57.8% |
| 3Y | +71.7% | +67.8% | +3.9% | +47.7% |
| All | +71.7% | +68.9% | +2.8% | +47.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded CF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling